Portfolio optimization with second-order stochastic dominance constraints and portfolios dominating indices
Neslihan Fidan Keçeci, Viktor Kuzmenko, and Stan Uryasev
| Year of publication: |
[2016]
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|---|---|
| Authors: | Keçeci, Neslihan Fidan ; Kuzmenko, Viktor ; Uryasev, Stan |
| Published in: |
Robustness analysis in decision aiding, optimization, and analytics. - Cham : Springer, ISBN 978-3-319-33119-5. - 2016, p. 285-298
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-33121-8_13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011518651